Trading Metrics calculated at close of trading on 28-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
10,547.11 |
10,644.34 |
97.23 |
0.9% |
10,672.96 |
High |
10,689.55 |
10,662.19 |
-27.36 |
-0.3% |
11,017.43 |
Low |
10,527.64 |
10,527.43 |
-0.21 |
0.0% |
10,313.94 |
Close |
10,674.38 |
10,532.50 |
-141.88 |
-1.3% |
10,483.13 |
Range |
161.91 |
134.76 |
-27.15 |
-16.8% |
703.49 |
ATR |
233.09 |
226.94 |
-6.15 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,978.32 |
10,890.17 |
10,606.62 |
|
R3 |
10,843.56 |
10,755.41 |
10,569.56 |
|
R2 |
10,708.80 |
10,708.80 |
10,557.21 |
|
R1 |
10,620.65 |
10,620.65 |
10,544.85 |
10,597.35 |
PP |
10,574.04 |
10,574.04 |
10,574.04 |
10,562.39 |
S1 |
10,485.89 |
10,485.89 |
10,520.15 |
10,462.59 |
S2 |
10,439.28 |
10,439.28 |
10,507.79 |
|
S3 |
10,304.52 |
10,351.13 |
10,495.44 |
|
S4 |
10,169.76 |
10,216.37 |
10,458.38 |
|
|
Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,715.30 |
12,302.71 |
10,870.05 |
|
R3 |
12,011.81 |
11,599.22 |
10,676.59 |
|
R2 |
11,308.32 |
11,308.32 |
10,612.10 |
|
R1 |
10,895.73 |
10,895.73 |
10,547.62 |
10,750.28 |
PP |
10,604.83 |
10,604.83 |
10,604.83 |
10,532.11 |
S1 |
10,192.24 |
10,192.24 |
10,418.64 |
10,046.79 |
S2 |
9,901.34 |
9,901.34 |
10,354.16 |
|
S3 |
9,197.85 |
9,488.75 |
10,289.67 |
|
S4 |
8,494.36 |
8,785.26 |
10,096.21 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
10,910.24 |
10,313.94 |
596.30 |
5.7% |
202.86 |
1.9% |
37% |
False |
False |
|
10 |
11,017.43 |
10,313.94 |
703.49 |
6.7% |
207.57 |
2.0% |
31% |
False |
False |
|
20 |
11,069.26 |
9,956.83 |
1,112.43 |
10.6% |
214.75 |
2.0% |
52% |
False |
False |
|
40 |
11,069.26 |
9,489.58 |
1,579.68 |
15.0% |
204.77 |
1.9% |
66% |
False |
False |
|
60 |
11,069.26 |
8,665.40 |
2,403.86 |
22.8% |
191.44 |
1.8% |
78% |
False |
False |
|
80 |
11,069.26 |
7,439.78 |
3,629.48 |
34.5% |
192.77 |
1.8% |
85% |
False |
False |
|
100 |
11,069.26 |
6,771.91 |
4,297.35 |
40.8% |
232.57 |
2.2% |
88% |
False |
False |
|
120 |
11,069.26 |
6,771.91 |
4,297.35 |
40.8% |
227.74 |
2.2% |
88% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,234.92 |
2.618 |
11,014.99 |
1.618 |
10,880.23 |
1.000 |
10,796.95 |
0.618 |
10,745.47 |
HIGH |
10,662.19 |
0.618 |
10,610.71 |
0.500 |
10,594.81 |
0.382 |
10,578.91 |
LOW |
10,527.43 |
0.618 |
10,444.15 |
1.000 |
10,392.67 |
1.618 |
10,309.39 |
2.618 |
10,174.63 |
4.250 |
9,954.70 |
|
|
Fisher Pivots for day following 28-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
10,594.81 |
10,522.25 |
PP |
10,574.04 |
10,512.00 |
S1 |
10,553.27 |
10,501.75 |
|